+599.3%
MTUM vs AVAV
+691.7%
-92.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.1% |
| 7D | +1.7% | -2.2% | +3.9% | +2.0% |
| 30D | -1.7% | -13.9% | +12.3% | +0.2% |
| 3M | -6.3% | -29.2% | +22.9% | -2.8% |
| 6M | +21.8% | -36.1% | +58.0% | +27.2% |
| YTD | +22.0% | -40.2% | +62.2% | +26.9% |
| 1Y | +25.3% | -36.2% | +61.6% | +28.1% |
| 3Y | +112.1% | +47.5% | +64.6% | +83.2% |
| 5Y | +76.2% | +39.3% | +37.0% | +48.0% |
| 10Y | +340.1% | +482.6% | -142.4% | +182.6% |
| All | +599.3% | +691.7% | -92.4% | +321.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling